Using a created list in a SQL IN query

I've solved this before but can't remember how, know it's going to be a simple one

I've created a list from a CFLOOP, let's say it's MYLIST="us,ca,au,fr"

I need to run a SQL CFQUERY on this list, WHERE xyz IN (MYLIST)

The problem is that it won't read it correctly. Can anybody tell me the right command to make the sql read the list correctly on an individual item basis

Thanks

Mark